-40.1%
CELH vs APA
+45.9%
-86.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.6% |
| 7D | +0.8% | +8.5% | -7.7% | +0.5% |
| 30D | +19.3% | +2.8% | +16.5% | +19.1% |
| 3M | +12.6% | +21.7% | -9.1% | +11.6% |
| 6M | +16.4% | +32.6% | -16.2% | +14.7% |
| YTD | -29.1% | +103.7% | -132.8% | -35.3% |
| 1Y | -26.3% | +101.8% | -128.1% | -32.8% |
| 3Y | -40.1% | +48.1% | -88.2% | -46.1% |
| All | -40.1% | +45.9% | -86.1% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded APA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling